Measure free martingales

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We give a necessary and sufficient condition on a sequence of functions on a set $Ω$ under which there is a measure on $Ω$ which renders the given sequence of functions a martingale. Further such a measure is unique if we impose a natural maximum entropy condition on the conditional probabilities.
6 pages

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Probability, 60G42; 60G48

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http://salesiana.dossiersoluciones.com/handle/123456789/74404

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0503099
 http://arxiv.org/abs/math/0503099
 Proc. Indian Acad. Sci. (Math. Sci.), Vol. 115, No. 1, February 2005, pp. 111-116

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arXiv